A Journey from Statistics and Probability to Risk Theory An interview with Ludger Rüschendorf

Fabrizio Durante 1 , Giovanni Puccetti 2 ,  and Matthias Scherer 3
  • 1 Faculty of Economics & Management, Free University of Bozen/Bolzano, Italy
  • 2 Department of Economics, Management and Quantitative Methods, University of Milan
  • 3 Chair of Mathematical Finance, Technische Universität München, Germany

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Dependence Modeling aims to provide a medium for exchanging results and ideas in the area of multivariate dependence modeling. Topics include Copula methods, environmental sciences, estimation and goodness-of-fit tests, extreme-value theory, limit laws, mass transportations, measures of association, multivariate distributions and tests, quantitative risk management, risk assessment, risk models, risk measures and stochastic orders and time series.

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